+4,674.2%
AZN vs CTAS
+12,620.3%
-7,946.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -0.9% | -1.0% | +0.1% | -0.6% |
| 3M | -11.8% | +15.8% | -27.6% | -14.9% |
| 6M | -17.6% | -1.0% | -16.6% | -17.6% |
| YTD | -12.0% | +7.4% | -19.5% | -13.7% |
| 1Y | -0.9% | -0.1% | -0.7% | -1.2% |
| 3Y | +23.7% | +66.3% | -42.6% | +8.7% |
| 5Y | +54.5% | +111.0% | -56.4% | +27.8% |
| 10Y | +218.2% | +662.9% | -444.7% | +89.9% |
| All | +4,674.2% | +12,620.3% | -7,946.1% | +1,587.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling